DEPT OF STATISTICS & ACTUARIAL SCIENCE
| Researcher : Chan WS |
| Project Title: | Living To 100 and Beyond Society of Actuaries International Symposium The Lee-Carter Model for Forecasting Mortality Revisited |
| Investigator(s): | Chan WS |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 01/2005 |
| Researcher : Cheung ECK |
| List of Research Outputs |
| Cheung E.C.K., Insurance risk models with periodic observations: Dividends, capital injections and taxation, Laboratory of Mathematics, University of Franche Comte. 2016. |
| Cheung E.C.K., On a risk model with periodic capital injections at Erlang intervals, Department of Actuarial Science, University of Lausanne. 2016. |
| Cheung E.C.K. and Liu H., On the joint analysis of the total discounted payments to policyholders and shareholders: Threshold dividend strategy, Annals of Actuarial Science. UK, Cambridge University Press, 2016, 10(2): 236-269. |
| Zhang Z., Cheung E.C.K. and Yang H., Lévy insurance risk process with Poissonian taxation, Scandinavian Actuarial Journal. UK, Taylor & Francis, 2017, 2017: 51-87. |
| Researcher : Cheung KC |
| Project Title: | Theory and applications of tail comonotonicity |
| Investigator(s): | Cheung KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2013 |
| Project Title: | On optimal structures of reinsurance markets |
| Investigator(s): | Cheung KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2016 |
| List of Research Outputs |
| Cheung K.C. and Lo A., Characterizations of optimal reinsurance treaties: a cost-benefit approach, Scandinavian Actuarial Journal. Taylor & Francis, 2017, 2017: 1-28. |
| Cheung K.C., Denuit M. and Dhaene J., Tail mutual exclusivity and Tail-VaR lower bounds, Scandinavian Actuarial Journal. Taylor & Francis, 2017, 2017: 88-104. |
| Lee W., Cheung K.C. and Ahn J., Multivariate countermonotonicity and the minimal copulas, Journal of Computational and Applied Mathematics. Elsevier, 2017, 317: 589-602. |
| Researcher : Fung TWK |
| Project Title: | 56th Session of the International Statistical Institute (Lisboa 2007) Estimating variance and covariance parameters by generalized estimating equations for credibility models |
| Investigator(s): | Fung TWK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 08/2007 |
| Project Title: | Research Output Prize |
| Investigator(s): | Fung TWK, Hu Y |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Research Output Prize (in Faculty) |
| Start Date: | 12/2009 |
| Project Title: | Likelihood methods for assessing association and parent-of-origin effects using case-control pedigrees |
| Investigator(s): | Fung TWK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2015 |
| Project Title: | 22nd International Conference on Computational Statistics (Compstat 2016); Selection of the number of components in mixture regression model |
| Investigator(s): | Fung TWK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 08/2016 |
| Completion Date: | 08/2016 |
| List of Research Outputs |
| Chen Y., Bai Y. and Fung T.W.K., Structural identification and variable selection in high-dimensional varying-coefficient models, Journal of Nonparametric Statistics. 2017, 29: 258-279. |
| Pan D.D., Li Z.B., Li Q.Z. and Fung T.W.K., A Novel Powerful Joint Analysis with Data Fusion in Two-stage Case–Control Genome-wide Association Studies, Communications in Statistics - Simulation and Computation. Taylor & Francis Group, LLC, 2016, 45: 2362-2376. |
| Qin G., Zhu Z. and Fung T.W.K., Robust estimation of generalized partially linear model for longitudinal data with dropouts, Annals of the Institute of Statistical Mathematics. 2016, 68: 977-1000. |
| Qin G., Zhang J., Zhu Z. and Fung T.W.K., Robust estimation of partially linear models for longitudinal data with dropouts and measurement error, Statistics in Medicine. 2016, 35: 5401-5416. |
| Researcher : IP HL |
| List of Research Outputs |
| IP H.L. and Li W.K., On Some Matérn Covariance Functions for Spatio-temporal Random Fields, Statistica Sinica. Taiwan, Academia Sinica, 2017, 27: 805-822. |
| Researcher : Jiang F |
| Project Title: | 2017 Lifetime Data Science Conference; A second order semiparametric method for survival analysis, with application to an AIDS clinical trial study |
| Investigator(s): | Jiang F |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 05/2017 |
| Completion Date: | 05/2017 |
| Project Title: | The independent component approach for estimating heritability |
| Investigator(s): | Jiang F |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 06/2017 |
| Researcher : Kwan CW |
| List of Research Outputs |
| Kwan R., Leung A.Y.M., Kwan C.W., Bai X., Liu J., Kwan S.K.J., Chong A. and Chi I., Factors associated with cognitive decline of the residents in Hong Kong residential care homes: A secondary data analysis of a longitudinal study, International Alzheimer's Disease Conference 2017. |
| Lam K.U.E.N., Leung M.F., Kwan C.W. and Kwan S.K.J., Severe Spastic Contractures and Diabetes Mellitus Independently Predict Subsequent Minimal Trauma Fractures Among Long-Term Care Residents, Journal of the American Medical Directors Association. 2016, 17: 1025-1030. |
| YEK P.L., Lou V.W., Lum T.Y.S. and Kwan C.W., Role reconstruction of family caregivers with first-time strok survivors: a qualitative study, 2016 GSA Annual Scientific Meeting: New Lens on Aging: Changing Attitudes, Expanding Possibilities. 2016. |
| Researcher : LI Y |
| List of Research Outputs |
| ZHENG Y., LI Y., Li W.K. and Li G., Diagnostic Checking for Weibull Autoregressive Conditional Duration Models, In: Wai Keung Li, David A. Stanford, Hao Yu, Advances in Time Series Methods and Applications. New York, Springer, 2016, 107-114. |
| ZHENG Y., LI Y. and Li G., On Fréchet autoregressive conditional duration models, Journal of Statistical Planning and Inference. 2016, 175: 51-66. |
| Researcher : LI Z |
| List of Research Outputs |
| LI Z., Wang Q. and Yao J.J., Identifying the number of factors from singular values of a large sample auto-covariance matrix, The Annals of Statistics. The Institute of Mathematical Statistics, 2017, 45: 257-288. |
| LI Z. and Yao J.J., Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size, Electronic Journal of Statistics. 2016, 10: 2973-3010. |
| Researcher : LIN R |
| List of Research Outputs |
| LIN R. and Yin G., Bootstrap aggregating continual reassessment method for dose finding in drug-combination trials, The Annals of Applied Statistics. Institute of Mathematical Statistics, 2016, 10(4): 2349-2376. |
| LIN R. and Yin G., Nonparametric overdose control with late-onset toxicity in phase I clinical trials, Biostatistics. Oxford University Press, 2017, 18(1): 180-194. |
| LIN R., Liu Z., Zheng S. and Yin G., Power computation for hypothesis testing with high-dimensional covariance matrices, Computational Statistics and Data Analysis. Elsevier B.V., 2016, 104: 10-23. |
| Researcher : LIU Z |
| List of Research Outputs |
| Li G., ZHU Q., LIU Z. and Li W.K., On Mixture Double Autoregressive Time Series Models, Journal of Business & Economic Statistics. USA, American Statistical Association, 2017, 35: 306-317. |
| Researcher : LO PH |
| List of Research Outputs |
| LO P.H., Li W.K., Yu P.L.H. and Li G., On Buffered Threshold Garch Models, Statistica Sinica. 2016, 26: 1555-1567. |
| Researcher : LU R |
| List of Research Outputs |
| Yu P.L.H. and LU R., Cointegrated market-neutral strategy for basket trading, International Review of Economics & Finance. 2017, 49: 112-124. |
| Researcher : Lam K |
| List of Research Outputs |
| Xin L..., Yu P.L.H. and Lam K., Pricing an accumulator with continuous or discrete barrier, Journal of Derivatives. Institutional Investor LLC, 2017, 24 (4): 93-107. |
| Researcher : Lam KF |
| List of Research Outputs |
| CHAN C.K., Ho K.L., Lai S.M.L., Lam K.F. and Wong M.C.M., Tooth loss in patients undergoing supportive periodontal maintenance care, Journal of Dental Research. 2017, 96 (Spec Iss A): 1597. |
| Lam K.F., Lui R.K.W. and Cheung M.Y., The Faculty Award for Teaching Innovations in E-learning, Faculty of Science, The University of Hong Kong. 2017. |
| Lam T.P., Mak K.Y., Lam K.F., Chan H.Y. and SUN K.S., Five-year outcomes of western mental health training for Traditional Chinese Medicine Practitioners, BMC Psychiatry. 2016, 16: 363. |
| WU D., Lam T.P., Lam K.F., Zhou X.D. and SUN K.S., Health reforms in China: the public’s choices for first-contact contact in urban areas, Family Practice. 2017, 32: 194-200. |
| Xu Y., Lam K.F. and Cheung Y.B., Sample size determination for fold-increase endpoints defined by paired interval-censored data, Journal of Biopharmaceutical Statistics. 2016, 26: 978-991. |
| Yeung K.F., Lui R.K.W., Cheung M.Y., Lam K.F. and Tsing N.K., A Calculus E-learning System For First-year University Students With Diverse Mathematics Background, 13th International Congress on Mathematical Education . 2016. |
| Researcher : Lam Y |
| List of Research Outputs |
| Lam Y., Choy B. and Yu P.L.H., A sequential sampling plan for exponential distribution, Sequential Analysis. Taylor & Francis, 2016, 35: 331-346. |
| Researcher : Lee SMS |
| Project Title: | Consistent bootstrap procedures for post-model-selection inference under linear regression models |
| Investigator(s): | Lee SMS |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2016 |
| List of Research Outputs |
| Lee S.M.S. and Young G.A., Distribution of likelihood-based p-values under a local alternative hypothesis , Biometrika. 2016, 103: 641-652. |
| Researcher : Li E |
| List of Research Outputs |
| Li E., Factors Affecting Delay Discounting—The Real Option Approach, International Journal of Psychological Studies. 2017, 9: 96. |
| Researcher : Li G |
| Project Title: | On statistical inference for quantile time series models |
| Investigator(s): | Li G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2013 |
| Completion Date: | 10/2016 |
| Project Title: | Linear double autoregressive time series models and its conditional quantile inference |
| Investigator(s): | Li G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 10/2016 |
| Project Title: | Computational and Methodological Statistics 2016 (CMStatistics 2016); Conditional quantile inference for generalized autoregressive conditional heteroscedastic models: A hybrid approach |
| Investigator(s): | Li G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 12/2016 |
| Completion Date: | 12/2016 |
| Project Title: | Quantile double autoregression |
| Investigator(s): | Li G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 05/2017 |
| List of Research Outputs |
| LO P.H., Li W.K., Yu P.L.H. and Li G., On Buffered Threshold Garch Models, Statistica Sinica. 2016, 26: 1555-1567. |
| Li G., Associate Editor, Computational Statistics. 2016. |
| Li G., ZHU Q., LIU Z. and Li W.K., On Mixture Double Autoregressive Time Series Models, Journal of Business & Economic Statistics. USA, American Statistical Association, 2017, 35: 306-317. |
| ZHENG Y., LI Y., Li W.K. and Li G., Diagnostic Checking for Weibull Autoregressive Conditional Duration Models, In: Wai Keung Li, David A. Stanford, Hao Yu, Advances in Time Series Methods and Applications. New York, Springer, 2016, 107-114. |
| ZHENG Y., LI Y. and Li G., On Fréchet autoregressive conditional duration models, Journal of Statistical Planning and Inference. 2016, 175: 51-66. |
| Zhu X., Pan R., Li G., Liu Y. and Wang H., Network vector autoregression, The Annals of Statistics. 2017, 45: 1096-1123. |
| Researcher : Li WK |
| Project Title: | The buffer process: a new type of threshold time series model |
| Investigator(s): | Li WK, Li G, Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2012 |
| Project Title: | On the generalized conditional autoregressive Wishart process and its extensions |
| Investigator(s): | Li WK, Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2015 |
| Project Title: | HKU Centennial Distinguished Chinese Scholars Scheme 2015-16 |
| Investigator(s): | Li WK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | HKU Centennial Distinguished Chinese Scholars Scheme |
| Start Date: | 09/2015 |
| List of Research Outputs |
| IP H.L. and Li W.K., On Some Matérn Covariance Functions for Spatio-temporal Random Fields, Statistica Sinica. Taiwan, Academia Sinica, 2017, 27: 805-822. |
| LO P.H., Li W.K., Yu P.L.H. and Li G., On Buffered Threshold Garch Models, Statistica Sinica. 2016, 26: 1555-1567. |
| Li G., ZHU Q., LIU Z. and Li W.K., On Mixture Double Autoregressive Time Series Models, Journal of Business & Economic Statistics. USA, American Statistical Association, 2017, 35: 306-317. |
| Li W.K., A Time Series Model for Realized Volatility Matrices Based on the Matrix-F Distribution, First International Conference on Econometrics and Statistics, HKUST. 2017. |
| Li W.K., A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models., Seventh Singapore Conference on Statistical Science, NUS. 2017. |
| Li W.K., Global Statistical Collaboration: Opportunities, Challenges and Future , The 10th International Chinese Statistical Association International Conference, Shanghai, China. 2016. |
| Li W.K., Ian McLeod’s Contribution to Time Series Analysis—A Tribute, In: Wai Keung Li, David A. Stanford, Hao Yu, Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift (Fields Institute Communications 78). New York, Springer, 2016, 78: 1-16. |
| Li W.K., On Buffered Time Series Models, HKU-NUS-STANFORD Conference in Statistical Science and Decision Analysics, HKU. 2017. |
| Li W.K., On Hysteretic Time Series with Financial Applications , The Sixth IMS-FIPS Workshop (IMS = Institute of Mathematical Statistics; FIPS = Finance, Insurance, Probability and Statistics), Univ. of Alberta, Canada. 2016. |
| Li W.K., On Some Time Series Models for Realized Volatility Matrices, Institute of Mathematical Statistics-China 2017, Nanning, China. 2017. |
| Li W.K., Peter Hall: HKU and Time series, Special Memorial Session of Peter Hall (FRS); The 10th Chinese International Statistics Association International Conference, Shanghai, China. 2016. |
| Wu K. and Li W.K., On a dispersion model with Pearson residual responses, Computational Statistics & Data Analysis. The Netherlands, Elsevier, 2016, 103: 17-27. |
| ZHENG Y., LI Y., Li W.K. and Li G., Diagnostic Checking for Weibull Autoregressive Conditional Duration Models, In: Wai Keung Li, David A. Stanford, Hao Yu, Advances in Time Series Methods and Applications. New York, Springer, 2016, 107-114. |
| Researcher : Lui GCS |
| List of Research Outputs |
| Ng P.T., Cheng C.F.M., Ho K.Y., Lui G.C.S., Leung K.M.Y. and Williams G.A., Hong Kong’s rich marine biodiversity: the unseen wealth of South China’s megalopolis, Biodiversity and Conservation. 2016, 26: 23-36. |
| Researcher : Ng KW |
| Project Title: | Compositional Data Analysis Workshop (CoDaWork'03) Compositional Hypotheses of Subcompositional Stability and Specific Perturbation Change and Their Testing |
| Investigator(s): | Ng KW |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 10/2003 |
| Project Title: | Research Output Prize (Faculty of Science) |
| Investigator(s): | Ng KW |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Research Output Prize (in Faculty) |
| Start Date: | 01/2013 |
| Researcher : SHI H |
| List of Research Outputs |
| SHI H. and Yin G., Bayesian two-stage design for phase II clinical trials with switching hypothesis tests, Bayesian Analysis. International Society for Bayesian Analysis, 2017, 12(1): 31-51. |
| SHI H. and Yin G., Two-stage seamless transition design from open-label single-arm to randomized double-arm clinical trials, Statistical Methods in Medical Research. SAGE, 2016, 1-18. |
| Researcher : Tong H |
| Project Title: | Distinguished Visiting Professors in the Department of Statistics and Actuarial Science |
| Investigator(s): | Tong H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Distinguished Research Achievement Award |
| Start Date: | 05/2005 |
| Researcher : Wat KP |
| List of Research Outputs |
| Yuen K.C., Chen M. and Wat K.P., On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends, Journal of Computational and Applied Mathematics. Elsevier, 2017, 311: 239-251. |
| Researcher : Woo JK |
| Project Title: | On the joint analysis of time-dependent multivariate aggregate claims in a Markovian environment |
| Investigator(s): | Woo JK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | France/Hong Kong Joint Research Scheme - Travel Grants |
| Start Date: | 01/2016 |
| List of Research Outputs |
| Woo J.K., On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays, In: Hansjoerg Albrecher, Insurance: Mathematics and Economics . 2016, 70: 354-363. |
| Woo J.K., On some properties of a class of multivariate Erlang mixtures with insurance applications, University of Carlos III of Madrid, Financial Economics. 2016. |
| Woo J.K., Periodic capital injections based on the claim frequency, University of Lausanne, Faculty of Business and Economics (HEC), Actuarial Science. 2016. |
| Researcher : Xu J |
| Project Title: | Nonparametric Maximum Likelihood and Profile Minorization-Maximiation Methods for correlated failure time data |
| Investigator(s): | Xu J |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 01/2017 |
| List of Research Outputs |
| Wang C., Shen Q., Du L., Xu J. and Zhang H., armDNA: A functional beta model for detecting age-related genomewide DNA methylation marks, Statistical Methods in Medical Research. 2016, 096228021668357. |
| Xu J., Further Evaluation of Covariate Analysis using Empirical Bayes Estimates in Population Pharmacokinetics: the Perception of Shrinkage and Likelihood Ratio Test, The AAPS Journal. 2017, 19: 264-273. |
| Xu J., Genetic risks and genetic model specification, Journal of Theoretical Biology. 2016, 403: 68-74. |
| Xu J., Greater Frequency of Fruit and Vegetable Consumption Is Associated With Lower Prevalence of Peripheral Artery DiseaseHighlights, Arteriosclerosis, Thrombosis, and Vascular Biology. 2017, 37: 1234-1240. |
| Xu J., Rates of Invasive Management of Cardiogenic Shock in New York Before and After Exclusion From Public Reporting, JAMA Cardiology. 2016. |
| Zheng G., Xiong J., Li Q., Xu J., Yuan A. and Gastwirth J., Evaluating the Accuracy of Small P-Values In Genetic Association Studies Using Edgeworth Expansions, Scandinavian Journal of Statistics. 2017. |
| Researcher : YANG H |
| List of Research Outputs |
| Chen J., YANG H. and Yao J.J., A new multivariate CUSUM chart using principal components with a revision of Crosier's chart, Communications in Statistics - Simulation and Computation. 2017, 1-13. |
| Chen J., YANG H. and Yao J.J., On the T^2 control chart with estimated parameters, Quality Technology & Quantitative Management. 2017, 1-14. |
| Chen L. and Yang H., Optimal reinsurance and investment strategy with two piece utility function, Journal of Industrial and Management Optimization. 2017, 13: 737-755. |
| Jin Z., Yang H. and Yin G., A numerical approach to optimal dividend policies with capital injections and transaction costs, Acta Mathematicae Applicatae Sinica, English Series. 2017, 33: 221-238. |
| Meng H., Siu T.K. and Yang H., Optimal insurance risk control with multiple reinsurers, Journal of Computational and Applied Mathematics. 2016, 306: 40-52. |
| Yang H., Geometric Stopping of a Random Walk and Its Applications to Valuing Equity-linked Death Benefits, 2016 Workshop on Stochastic Control and Financial Applications, Hong Kong, August 16-17, 2016. 2016. |
| Yang H., Geometric Stopping of a Random Walk and Its Applications to Valuing Equity-linked Death Benefits, The Fifth Asian Quantitative Finance Conference (AQFC). 2017. |
| Yang H., Geometric stopping of a random walk and applications, The International Symposium on Probability Theory and Related Fields. 2016. |
| Yang H., Series editor, Springer Actuarial series. 2017. |
| Zhang Z., Cheung E.C.K. and Yang H., Lévy insurance risk process with Poissonian taxation, Scandinavian Actuarial Journal. UK, Taylor & Francis, 2017, 2017: 51-87. |
| Zhang Z., Yang H. and Yang H., On a nonparametric estimator for the finite time survival probability with zero initial surplus, Acta Mathematicae Applicatae Sinica. 2016, 32: 739-754. |
| Zhao Y., Chen P. and Yang H., Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes, Insurance: Mathematics and Economics. 2017, 74: 135-146. |
| Zhu J. and Yang H., Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy, Insurance: Mathematics and Economics. 2016, 70: 259-271. |
| Researcher : Yang H |
| Project Title: | 15th Applied Stochastic Models and Data Analysis International Conference (ASMDA 2013); Some results on exponential stopping of Brownian motion and their applications |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2013 |
| Project Title: | Valuing equity-linked insurance products and related problems in actuarial science |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2014 |
| Completion Date: | 12/2016 |
| Project Title: | Outstanding Researcher Award 2013-14 |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Outstanding Researcher Award |
| Start Date: | 12/2014 |
| Project Title: | 60th ISI World Statistics Congress -ISI2015; Exponential stopping of jump-diffusion processes and applications |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2015 |
| Project Title: | Joint analysis of path-dependent quantities in insurance risk processes |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2016 |
| Project Title: | 20nd International Congress on Insurance: Mathematics and Economics; Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2016 |
| Completion Date: | 07/2016 |
| Project Title: | A study on optimal policies for insurance companies |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2017 |
| Project Title: | Nonparametric and Numerical Methods for Problems in Insurance Risk Models |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 04/2017 |
| List of Research Outputs |
| Chen J., YANG H. and Yao J.J., A new multivariate CUSUM chart using principal components with a revision of Crosier's chart, Communications in Statistics - Simulation and Computation. 2017, 1-13. |
| Chen J., YANG H. and Yao J.J., On the T^2 control chart with estimated parameters, Quality Technology & Quantitative Management. 2017, 1-14. |
| Chen L. and Yang H., Optimal reinsurance and investment strategy with two piece utility function, Journal of Industrial and Management Optimization. 2017, 13: 737-755. |
| Jin Z., Yang H. and Yin G., A numerical approach to optimal dividend policies with capital injections and transaction costs, Acta Mathematicae Applicatae Sinica, English Series. 2017, 33: 221-238. |
| Meng H., Siu T.K. and Yang H., Optimal insurance risk control with multiple reinsurers, Journal of Computational and Applied Mathematics. 2016, 306: 40-52. |
| Yang H., Geometric Stopping of a Random Walk and Its Applications to Valuing Equity-linked Death Benefits, 2016 Workshop on Stochastic Control and Financial Applications, Hong Kong, August 16-17, 2016. 2016. |
| Yang H., Geometric Stopping of a Random Walk and Its Applications to Valuing Equity-linked Death Benefits, The Fifth Asian Quantitative Finance Conference (AQFC). 2017. |
| Yang H., Geometric stopping of a random walk and applications, The International Symposium on Probability Theory and Related Fields. 2016. |
| Yang H., Series editor, Springer Actuarial series. 2017. |
| Zhang Z., Cheung E.C.K. and Yang H., Lévy insurance risk process with Poissonian taxation, Scandinavian Actuarial Journal. UK, Taylor & Francis, 2017, 2017: 51-87. |
| Zhang Z., Yang H. and Yang H., On a nonparametric estimator for the finite time survival probability with zero initial surplus, Acta Mathematicae Applicatae Sinica. 2016, 32: 739-754. |
| Zhao Y., Chen P. and Yang H., Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes, Insurance: Mathematics and Economics. 2017, 74: 135-146. |
| Zhu J. and Yang H., Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy, Insurance: Mathematics and Economics. 2016, 70: 259-271. |
| Researcher : Yao J.J. |
| Project Title: | Inference for high-dimensional factor models |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2013 |
| Completion Date: | 08/2016 |
| Project Title: | Test of dependence between a large set and a small set of variables |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2015 |
| Project Title: | Heavy-tailed large sample covariance matrices and applications |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2017 |
| List of Research Outputs |
| Researcher : Yao JJ |
| Project Title: | Inference for high-dimensional factor models |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2013 |
| Completion Date: | 08/2016 |
| Project Title: | Test of dependence between a large set and a small set of variables |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2015 |
| Project Title: | Heavy-tailed large sample covariance matrices and applications |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2017 |
| List of Research Outputs |
| Chen J., YANG H. and Yao J.J., A new multivariate CUSUM chart using principal components with a revision of Crosier's chart, Communications in Statistics - Simulation and Computation. 2017, 1-13. |
| Chen J., YANG H. and Yao J.J., On the T^2 control chart with estimated parameters, Quality Technology & Quantitative Management. 2017, 1-14. |
| LI Z., Wang Q. and Yao J.J., Identifying the number of factors from singular values of a large sample auto-covariance matrix, The Annals of Statistics. The Institute of Mathematical Statistics, 2017, 45: 257-288. |
| LI Z. and Yao J.J., Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size, Electronic Journal of Statistics. 2016, 10: 2973-3010. |
| Li W., Chen J. and Yao J.J., Testing the independence of two random vectors where only one dimension is large, Statistics. 2017, 51: 141-153. |
| Wang Q. and Yao J.J., Extreme eigenvalues of large-dimensional spiked Fisher matrices with application, The Annals of Statistics. IMS, 2017, 45: 415-460. |
| Wang Q. and Yao J.J., Moment approach for singular values distribution of a large auto-covariance matrix, Annales de l'Institut Henri Poincaré Probabilités et Statistiques. 2016, 52(4): 1641-1666. |
| Yao J.J., Associate Editor, Bernoulli. 2016. |
| Yao J.J., Editor, ESAIM: Proceedings. EDP Sciences, 2017. |
| Yao J.J., Editor, Random Matrices: Theory and Applications. World Scientific Publishing, 2017. |
| Yao J.J., Editor, Random Matrices: Theory and Applications. World Scientific Publishing, 2017. |
| Yao J.J., Eigenvalues of sample covariance matrix from a high-dimensional mixture, International Conference on Data Science, Fudan University, December 16-19, 2016. 2016. |
| Zheng S., Yao J.J. and Bai Z., CLT for eigenvalue statistics of large dimensional general Fisher matrices with applications, Bernoulli. 2017, 23(2): 1130-1178. |
| Researcher : Yin G |
| Project Title: | Bayesian two-stage adaptive design in phase I and phase II clinical trials |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2013 |
| Completion Date: | 10/2016 |
| Project Title: | Bayesian Hierarchical Modeling and Subgroup Analysis with Application to Alzheimer's Disease |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2015 |
| Project Title: | Robust Detection of Multiple Change-Points with High-dimensional Data |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2016 |
| Project Title: | Matching Survival and Quantile Estimation for Right Censored Data |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 06/2017 |
| List of Research Outputs |
| Cardó-Vila M., Marchiò S., Sato M., Staquicini F., Smith T.L., Bronk J.K., Yin G., Zurita A., Sun M., Behrens C., Sidman R.L., Lee J.J., Hong W.K., Wistuba I., Arap W. and Pasqualini R., Interleukin-11 receptor is a candidate target for ligand-directed therapy in lung cancer: analysis of clinical samples and BMTP-11 pre-clinical activity, The American Journal of Pathology. 2016, 186: 2162-2170. |
| LIN R. and Yin G., Bootstrap aggregating continual reassessment method for dose finding in drug-combination trials, The Annals of Applied Statistics. Institute of Mathematical Statistics, 2016, 10(4): 2349-2376. |
| LIN R. and Yin G., Nonparametric overdose control with late-onset toxicity in phase I clinical trials, Biostatistics. Oxford University Press, 2017, 18(1): 180-194. |
| LIN R., Liu Z., Zheng S. and Yin G., Power computation for hypothesis testing with high-dimensional covariance matrices, Computational Statistics and Data Analysis. Elsevier B.V., 2016, 104: 10-23. |
| Li H., Duan X. and Yin G., Generalized method of moments for additive hazards model with clustered dental survival data, Scandinavian Journal of Statistics. John Wiley & Sons, Inc., 2016, 43(4): 1124-1139. |
| Lin R. and Yin G., Robust optimal interval design for high-dimensional dose finding in multi-agent combination trials, In: Chen D.G., Chen J., Lu X., Yi G., Yu H. (eds), Advanced Statistical Methods in Data Science. ICSA Book Series in Statistics. Singapore, Springer, 2016, 55-74. |
| SHI H. and Yin G., Bayesian two-stage design for phase II clinical trials with switching hypothesis tests, Bayesian Analysis. International Society for Bayesian Analysis, 2017, 12(1): 31-51. |
| SHI H. and Yin G., Two-stage seamless transition design from open-label single-arm to randomized double-arm clinical trials, Statistical Methods in Medical Research. SAGE, 2016, 1-18. |
| Wu Y. and Yin G., Cure rate quantile regression accommodating both finite and infinite survival times, Canadian Journal of Statistics. 2017, 45: 29-43. |
| Wu Y. and Yin G., Multiple imputation for cure rate quantile regression with censored data, Biometrics. The International Biometric Society, 2017, 73: 94-103. |
| Researcher : Yip PSF |
| Project Title: | 22nd World Congress of the International Association for Suicide Preventation (IASP) Social Burden of Suicide Risk in Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 09/2003 |
| Project Title: | IBC 2004 XXIInd International Biometric Conference in Parallel with ASC 2004 Australian Statistical Conference A Unification Method of Estimating Population Size via Capture-recapture Experiments |
| Investigator(s): | Yip PSF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2004 |
| Project Title: | XVIII World Congress of the International Association for Suicide Prevention Suicide in Three Chinese Communities: China, Taiwan and Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 09/2005 |
| Project Title: | HKU Overseas Fellowship Awards 2009-10 |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | HKU Overseas Fellowship Awards |
| Start Date: | 09/2009 |
| Project Title: | Outstanding Researcher Award 2008-2009 |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Outstanding Researcher Award |
| Start Date: | 12/2009 |
| Project Title: | Outstanding Research Student Supervisor Award 2010-11 |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Outstanding Research Student Supervisor Award |
| Start Date: | 12/2011 |
| Project Title: | An Integrated Study of the Population Policy for Hong Kong |
| Investigator(s): | Yip PSF, Cheung PTY, Lam KF, Lum TYS |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Strategic Public Policy Research |
| Start Date: | 03/2013 |
| Project Title: | World Congress for Suicide Prevention IASP; Stigma: A Major Barrier For Suicide Prevention /Suicidal Behaviors In Hong Kong: An Update /A Study On The Mutual Causation Of Suicide Reporting And Suicide Incidences |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 09/2013 |
| Project Title: | The impact of the 2008 global economic crisis on suicide in Hong Kong |
| Investigator(s): | Yip PSF, Chang S |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2014 |
| Project Title: | A temporal spatial analysis of morbidity and mortality for Hong Kong population |
| Investigator(s): | Yip PSF, Chang S |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2014 |
| Project Title: | A Study on the demographics of older adults in Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | HKJC Ctr for Suicide Research & Preventn |
| Source(s) of Funding: | The Hong Kong Jockey Club Charities Trust - General Award |
| Start Date: | 04/2015 |
| Project Title: | Individual- and area-level influence on elderly health: longitudinal and cross-sectional analyses of elderly health status and mortality in Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 06/2015 |
| Project Title: | Assessing the socioeconomic costs of drug abuse in Hong Kong SAR |
| Investigator(s): | Yip PSF, Laidler KA |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Beat Drugs Fund |
| Start Date: | 06/2015 |
| Project Title: | Individual-, Household- and Neighbourhood-level effects on Life Satisfaction |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 06/2016 |
| Project Title: | Study on Identifying and Locating Poor Elderly in Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | HKJC Ctr for Suicide Research & Preventn |
| Source(s) of Funding: | Oxfam Hong Kong |
| Start Date: | 07/2016 |
| Project Title: | A Study on Population Dynamics in One Belt One Road: Opportunities and Challenges |
| Investigator(s): | Yip PSF, Kwok CL |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Public Policy Research Funding Scheme |
| Start Date: | 09/2016 |
| Completion Date: | 08/2017 |
| Project Title: | The effect of individual- and neighborhood- socioeconomic status on older adult’s health: a cross-sectional and prospective cohort study in Hong Kong |
| Investigator(s): | Yip PSF, Chan CH, Lum TYS |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2017 |
| Project Title: | Construction of a Population Wellbeing index |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 05/2017 |
| Researcher : Yu PLH |
| Project Title: | Development of Data Mining Labs using SAS Enterprise Miner Version 5 |
| Investigator(s): | Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Run Run Shaw Research and Teaching Endowment Fund - Teaching Grants |
| Start Date: | 06/2007 |
| Project Title: | A Unified Framework for Bridging the Gap between Nonparametric and Parametric Inferences based on Ranking Data |
| Investigator(s): | Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2015 |
| List of Research Outputs |
| LO P.H., Li W.K., Yu P.L.H. and Li G., On Buffered Threshold Garch Models, Statistica Sinica. 2016, 26: 1555-1567. |
| Lam Y., Choy B. and Yu P.L.H., A sequential sampling plan for exponential distribution, Sequential Analysis. Taylor & Francis, 2016, 35: 331-346. |
| Xin L..., Yu P.L.H. and Lam K., Pricing an accumulator with continuous or discrete barrier, Journal of Derivatives. Institutional Investor LLC, 2017, 24 (4): 93-107. |
| Yu P.L.H., Mathew T. and Zhu Y., A generalized pivotal quantity approach to portfolio selection, Journal of Applied Statistics. 2017, 44 (8): 1402-1420. |
| Yu P.L.H., Associate Editor, Computational Statistics. 2016. |
| Yu P.L.H., Associate Editor, In: Dr. Chia-Lin Chang and Dr. Michael McAleer, Journal of Health & Medical Economics. 2016. |
| Yu P.L.H., Associate Editor, In: Dr. Michael McAleer, Journal of Informatics and Data Mining. 2016. |
| Yu P.L.H., Associate Editor, Statistics, Optimization and Information Computing. 2016. |
| Yu P.L.H. and LU R., Cointegrated market-neutral strategy for basket trading, International Review of Economics & Finance. 2017, 49: 112-124. |
| Yu P.L.H., Semi‐Parametric Approach to the Multiple Change‐Point Problem, the 4th African International Conference on Statistics Limpopo, South Africa . 2017. |
| Researcher : Yuen KC |
| Project Title: | On Some Actuarial Problems for Risk Models with Dependence |
| Investigator(s): | Yuen KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2014 |
| Project Title: | 20th International Congress on Insurance: Mathematics and Economics; Optimal dividends and reinsurance with capital injection under thinning dependence |
| Investigator(s): | Yuen KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2016 |
| Completion Date: | 07/2016 |
| Project Title: | Optimality Studies for Contemporary Insurance Models |
| Investigator(s): | Yuen KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2017 |
| List of Research Outputs |
| Dong Y., Wang G. and Yuen K.C., A regime-switching model with jumps and its application to bond pricing and insurance , Stochastics and Dynamics. World Scientific, 2016, 16(6): 1-16. |
| Liang Z., Bi J., Yuen K.C. and Zhang C., Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence, Mathematical Methods of Operations Research. INFORMS, 2016, 84(1): 155-181. |
| Yuen K.C., A discrete-time risk model with Poisson ARCH claim number process, The 51st Actuarial Research Conference, Minneapolis/St. Paul, Minnesota, USA. 2016. |
| Yuen K.C., Computational Statistics and Data Analysis, Associate Editor, 2017. |
| Yuen K.C., Chen M. and Wat K.P., On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends, Journal of Computational and Applied Mathematics. Elsevier, 2017, 311: 239-251. |
| Yuen K.C., Optimal dividends and reinsurance for a risk model with dependence, The 1st International Conference on Econometrics and Statistics, The Hong Kong University of Science and Technology, Hong Kong. 2017. |
| Yuen K.C., Optimal dividends and reinsurance with capital injection under thinning dependence, The 20th International Congress on Insurance: Mathematics and Economics, Atlanta, Georgia, USA. 2016. |
| Yuen K.C., Optimal reinsurance for an actuarial model with dependent risks, Department of Mathematics and Statistics, University of Calgary, Alberta, Canada. 2016. |
| Yuen K.C., Optimal reinsurance under thinning dependence, Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, Canada. 2016. |
| Yuen K.C., Some recent research on dependence in actuarial science, Department of Mathematics, Southern University of Science and Technology, Shenzhen, China . 2017. |
| Researcher : ZHENG Y |
| List of Research Outputs |
| ZHENG Y., LI Y., Li W.K. and Li G., Diagnostic Checking for Weibull Autoregressive Conditional Duration Models, In: Wai Keung Li, David A. Stanford, Hao Yu, Advances in Time Series Methods and Applications. New York, Springer, 2016, 107-114. |
| ZHENG Y., LI Y. and Li G., On Fréchet autoregressive conditional duration models, Journal of Statistical Planning and Inference. 2016, 175: 51-66. |
| Researcher : ZHU Q |
| List of Research Outputs |
| Li G., ZHU Q., LIU Z. and Li W.K., On Mixture Double Autoregressive Time Series Models, Journal of Business & Economic Statistics. USA, American Statistical Association, 2017, 35: 306-317. |
| Researcher : Zhu K |
| Project Title: | Model diagnostics checking for nonlinear co-integrating regression |
| Investigator(s): | Zhu K |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 05/2017 |
| Researcher : Zhu Y |
| List of Research Outputs |
| Yu P.L.H., Mathew T. and Zhu Y., A generalized pivotal quantity approach to portfolio selection, Journal of Applied Statistics. 2017, 44 (8): 1402-1420. |